Description Details Author(s) References Examples

(See the Manual.pdf file in "inst/extdata"" folder for a detail description of all functions, and a detail tutorial.)

This packages provides function to estimate the number of states in a Hidden Markov model (HMM) using the marginal likelihood method proposed by Chen, Fuh, Kao and Kou (2019+), which we would denoted as HMMml2017 afterward. `HMMmlselect`

estimates the number of states, and `PlotHMM`

plots. Other related functions are also provided.

Package: | HMMmlselect |

Type: | Package |

Version: | 1.0 |

Date: | 2019-2-08 |

License: | GNU GENERAL PUBLIC LICENSE Version 3, 29 June 2007 |

Yang Chen, Cheng-Der Fuh, Chu-Lan Kao, and Samuel Kou

Maintainer: Chu-Lan Michael Kao <chulankao@gmail.com>

Yang Chen, Cheng-Der Fuh, Chu-Lan Kao, and Samuel Kou (2019+) "Determine the number of states in hidden markov models via marginal likelihood." Submitted.

1 2 3 4 5 6 7 8 9 10 | ```
library(HMMmlselect)
# simulate a 25 observations HMM
obs = HMMsim ( n = 25 )$obs
# perform order selection and estimation
results = HMMmlselect ( y = obs, list(Kfits = c(2,3), boolUseMclust = FALSE) )
# visualize the results, see figure 1
PlotHMM ( y = obs, results )
``` |

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